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C500.L vs. CM5S.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

C500.L vs. CM5S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L). The values are adjusted to include any dividend payments, if applicable.

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C500.L vs. CM5S.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
C500.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc
5.88%46.93%20.08%-11.13%-7.65%
CM5S.L
Invesco S&P China A MidCap 500 Swap UCITS ETF Acc
5.65%52.79%12.39%-9.50%-7.63%
Different Trading Currencies

C500.L is traded in USD, while CM5S.L is traded in GBp. To make them comparable, the CM5S.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with C500.L having a 5.88% return and CM5S.L slightly lower at 5.65%.


C500.L

1D
1.50%
1M
-7.91%
YTD
5.88%
6M
11.63%
1Y
50.31%
3Y*
15.25%
5Y*
10Y*

CM5S.L

1D
1.28%
1M
-8.30%
YTD
5.65%
6M
11.48%
1Y
50.09%
3Y*
15.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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C500.L vs. CM5S.L - Expense Ratio Comparison

Both C500.L and CM5S.L have an expense ratio of 0.35%.


Return for Risk

C500.L vs. CM5S.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C500.L
C500.L Risk / Return Rank: 8989
Overall Rank
C500.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
C500.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
C500.L Omega Ratio Rank: 8989
Omega Ratio Rank
C500.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
C500.L Martin Ratio Rank: 8888
Martin Ratio Rank

CM5S.L
CM5S.L Risk / Return Rank: 9090
Overall Rank
CM5S.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CM5S.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
CM5S.L Omega Ratio Rank: 8787
Omega Ratio Rank
CM5S.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CM5S.L Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C500.L vs. CM5S.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) and Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


C500.LCM5S.LDifference

Sharpe ratio

Return per unit of total volatility

2.17

2.18

-0.01

Sortino ratio

Return per unit of downside risk

2.68

2.63

+0.04

Omega ratio

Gain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratio

Return relative to maximum drawdown

2.86

3.72

-0.86

Martin ratio

Return relative to average drawdown

12.08

14.35

-2.27

C500.L vs. CM5S.L - Sharpe Ratio Comparison

The current C500.L Sharpe Ratio is 2.17, which is comparable to the CM5S.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of C500.L and CM5S.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


C500.LCM5S.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.18

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.63

+0.11

Correlation

The correlation between C500.L and CM5S.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

C500.L vs. CM5S.L - Dividend Comparison

Neither C500.L nor CM5S.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

C500.L vs. CM5S.L - Drawdown Comparison

The maximum C500.L drawdown since its inception was -30.23%, smaller than the maximum CM5S.L drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for C500.L and CM5S.L.


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Drawdown Indicators


C500.LCM5S.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.23%

-38.57%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-12.93%

-1.21%

Current Drawdown

Current decline from peak

-9.27%

-8.36%

-0.91%

Average Drawdown

Average peak-to-trough decline

-7.78%

-13.90%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.41%

+0.33%

Volatility

C500.L vs. CM5S.L - Volatility Comparison

Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (C500.L) has a higher volatility of 7.54% compared to Invesco S&P China A MidCap 500 Swap UCITS ETF Acc (CM5S.L) at 6.50%. This indicates that C500.L's price experiences larger fluctuations and is considered to be riskier than CM5S.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C500.LCM5S.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

6.50%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

16.24%

16.03%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

22.89%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.23%

26.57%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.23%

26.57%

+13.66%